Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277895.1274 | 176783.0606 | 101112.0668 | 449353.0263 | 397530.7441 | 51822.2822 |
Total P&L (%) | 277.8951 | 176.7831 | 101.1121 | 449.353 | 397.5307 | 51.8223 |
Avg Daily Profit (%) | 0.2668 | 0.1697 | 0.0971 | 0.1637 | 0.1541 | 0.0401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84555 | -84181 | -61347 | -490155 | -190085 | -449463 |
Profit Factor | 1.45 | 1.5926 | 1.3168 | 1.2619 | 1.5036 | 1.056 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 128 | 56 | 72 | 128 | 56 | 72 |
Losing Trades | 181 | 99 | 82 | 181 | 99 | 82 |
Profitability (%) | 41.4239 | 36.129 | 46.7532 | 41.4239 | 36.129 | 46.7532 |
Ratio Avg Win / Avg Loss | 2.0504 | 2.8155 | 1.4997 | 1.7844 | 2.6581 | 1.2026 |
Largest Winning Trade | 68428 | 68428 | 30235 | 307810 | 307810 | 225846 |
Largest Losing Trade | -21935 | -13827 | -21935 | -87371 | -74695 | -87371 |
Avg Bars in Trades | 80 | 73 | 86 | 80 | 73 | 86 |
Avg Bars in Winners | 124 | 117 | 129 | 124 | 117 | 129 |
Avg Bars in Losers | 48 | 48 | 49 | 48 | 48 | 49 |
Bars Traded | 24725 | 11373 | 13352 | 24725 | 11373 | 13352 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309040 | 187477 | -64208 | 235933 | 163097 | -300550 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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